I use VLC & the DivX player.
http://www.videolan.org/vlc/
^ It's available for A LOT of operating systems.
It's opened every video file I've tried so far, with the exception of RMs. And it plays DVD quite well, better than WMP IMO.
i just use quicktime as it is what comes on a mac and does everything i want.
Quicktime mostly, if it doesn't work in quicktime, i use mplayer.
GOM is quite good, if you're willing to give something new a try. Media Player Classic, however, will always be the bomb in my book.
http://www.gomplayer.com
GOM comes with a ton of codecs built-in, and will play RM and RMVBs as well. Plus, it's purty.
VLC owns, it can play all kind of file types

I use DivX, Nero, Power DVD and Media Player Classic. Sometimes I use Windows Media Player too.
I use Windows Media Player and also abit of quicktime. And i use DivX when i have to watch divx downloads.
Windows Media Player most of the times but it is making problems for .wmv files so I have installed VLC Media Player to solve this problem, I also have Real Player installed to play .rm and .ram files.
i just use windows media player. i find nothing special in other players. all you have to do is download a codec pack and you don't need anything else